AMERIBOR Term-90 Derived Interest Rate Index
This dataset tracks ameribor term-90 derived interest rate index over time.
Latest Value
4.43
Year-over-Year Change
-0.65%
Date Range
5/17/2021 - 8/5/2025
Summary
The AMERIBOR Term-90 Derived Interest Rate Index represents a 90-day benchmark interest rate derived from actual unsecured lending transactions among U.S. banks. This index provides a market-based alternative to traditional reference rates like LIBOR, reflecting real-world borrowing costs in the interbank lending market.
Analysis & Context
This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.
Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.
About This Dataset
AMBOR90T tracks the average interest rate for 90-day unsecured lending between financial institutions, calculated using actual transaction data from the American Financial Exchange. It serves as a transparent and dynamic indicator of short-term lending costs in the U.S. banking system.
Methodology
The index is calculated by aggregating and averaging actual interbank lending transactions, weighted by transaction volume and filtered for market integrity.
Historical Context
Financial institutions and economists use this index for pricing loans, assessing market liquidity, and understanding short-term credit market dynamics. It provides critical insights into banking sector lending conditions and potential economic stress points.
Key Facts
- Developed as a market-driven alternative to LIBOR
- Based on actual lending transactions, not theoretical estimates
- Reflects real-time lending costs in the U.S. banking system
- Provides transparency in short-term credit markets
FAQs
Q: How is AMBOR90T different from LIBOR?
A: AMBOR90T is based on actual transaction data, while LIBOR was historically calculated using bank submissions, making AMERIBOR more transparent and reflective of real market conditions.
Q: Who uses the AMERIBOR Term-90 Index?
A: Banks, financial institutions, loan originators, and economic researchers use this index for pricing financial products, assessing market conditions, and understanding lending trends.
Q: How often is the AMBOR90T index updated?
A: The index is typically calculated daily, reflecting the most recent interbank lending transactions and providing real-time insights into short-term lending markets.
Q: What makes AMBOR90T a reliable benchmark?
A: Its reliability stems from being based on actual, verifiable lending transactions rather than estimated rates, providing a more accurate representation of market lending costs.
Q: Can individual investors use the AMBOR90T index?
A: While primarily used by financial institutions, individual investors can track the index to gain insights into banking sector health and potential economic trends.
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Citation
U.S. Federal Reserve, AMERIBOR Term-90 Derived Interest Rate Index [AMBOR90T], retrieved from FRED.
Last Checked: 8/1/2025